相关论文: On the accuracy of the poissonisation in the infin…

The convergence of simultaneous and marginal predictive classifiers under partition exchangeability in supervised classification is obtained. The result shows the asymptotic convergence of these classifiers under infinite amount of training…

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variational Bayesian estimator converges locally to the true value…

We establish almost sure invariance principles (ASIP), a strong form of approximation by Brownian motion, for non-stationary time series arising as observations on sequential maps possessing an indifferent fixed point. These transformations…

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

In this note we essentially simplify the proof of the main result in one paper from leading computer science conference 25th ACM Symposium on Parallelism in Algorithms and Architectures (see [3].) We also present direct method and give…

Among Monte Carlo techniques, the importance sampling requires fine tuning of a proposal distribution, which is now fluently resolved through iterative schemes. The Adaptive Multiple Importance Sampling (AMIS) of Cornuet et al. (2012)…

We develop the first exact and computationally tractable method for simulating from tempered stable distributions in the infinite variation case, which corresponds to $\alpha\in[1,2)$. A small simulation study shows that the approach works…

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

The insurance model when the amount of claims depends on the state of the insured person (healthy, ill, or dead) and claims are connected in a Markov chain is investigated. The signed compound Poisson approximation is applied to the…

In this paper, we study the portfolio optimization problem with general utility functions and when the return and volatility of underlying asset are slowly varying. An asymptotic optimal strategy is provided within a specific class of…

The aim of this article is to extend previous works about the asymptotics of an ill-prepared fast rotating, highly stratified incompressible Navier-Stokes system. Thanks to improved Strichartz estimates, we are able not only to cover a case…

In this paper, we develop an approach for the exact determination of the minimum sample size for the estimation of a Poisson parameter with prescribed margin of error and confidence level. The exact computation is made possible by reducing…

We derive the precise asymptotic distributional behavior of Gaussian variational approximate estimators of the parameters in a single-predictor Poisson mixed model. These results are the deepest yet obtained concerning the statistical…

In this paper we prove estimates on the behaviour of the Kolmogorov-Sinai entropy relative to a partition for randomly perturbed dynamical systems. Our estimates use the entropy for the unperturbed system and are obtained using the notion…

An asymptotically optimal sampling-based planner employs sampling to solve robot motion planning problems and returns paths with a cost that converges to the optimal solution cost, as the number of samples approaches infinity. This…

For a finite random graph, we defined a simple model of statistical mechanics. We obtain an annealed asymptotic result for the random partition function for this model on finite random graphs as n; the size of the graph is very large. To…

We consider a doubly stochastic Poisson process with stochastic intensity $\lambda_t =n q\left(X_t\right)$ where $X$ is a continuous It\^o semimartingale and $n$ is an integer. Both processes are observed continuously over a fixed period…

We provide a comprehensive analysis of spot volatility inference in pure-jump semimartingales under two asymptotic settings: fixed-$k$, where each local window uses a fixed number of observations, and large-$k$, where this number grows with…

This paper presents a novel numerical optimisation method for infinite dimensional optimisation. The functional optimisation makes minimal assumptions about the functional and without any specific knowledge on the derivative of the…